Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47906.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46511.66 Kr¶

PnL: ---------------------------------------> -376.91 Kr¶

DD now: ---------------------------------> -1.487 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:59:18.810051'

Anic Portfolio¶

Today¶

Return: -0.013 %¶

This Week¶

Return: -0.013 %¶

Total¶

Return: 56.834 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.850000 598.320000 41.320000 7.420000 557.000004
Corem Property Group B 59 0.380000 615.960000 38.960000 6.750000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.130000 392.500000 37.500000 10.560000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.450000 708.400000 35.400000 5.260000 673.000000
Boozt 12 -0.210000 1682.400000 28.400000 1.720000 1653.999996
SAAB B 8 -1.070000 3403.200000 26.200000 0.780000 3377.000000
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 0.000000 560.000000 17.000000 3.130000 543.000000
Intrum 4 1.040000 541.600000 14.600000 2.770000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.980000 575.160000 5.160000 0.910000 570.000000
Swedbank A 3 0.130000 568.050000 4.050000 0.720000 564.000000
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Essity B 2 -2.250000 564.400000 -9.600000 -1.670000 574.000000
Midsona B 63 2.020000 571.410000 -11.590000 -1.990000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.360000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 3.830000 569.000000 -25.570000 -4.300000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46511.660000 -376.910000 -1.48732% 46888.564618

Updated:¶

'2023-01-23 14:59:30.912440'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶